Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19/12/2014 | - | 0.31 | - | 200,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 53.99% |
18/12/2014 | 1.30% | 1.81 | 1.84 | 200,000 | 200,000 | 200,000 | 200,000 | 327,825 | 332,118 | 99.75% | 99.75% |
17/12/2014 | 1.93% | 0.99 | 1.01 | 200,000 | 200,000 | 200,000 | 200,000 | 206,223 | 210,223 | 91.24% | 91.24% |
16/12/2014 | 2.48% | 1.22 | 1.24 | 200,000 | 200,000 | 200,000 | 200,000 | 161,915 | 165,915 | 100.00% | 100.00% |
15/12/2014 | 2.03% | 1.18 | 1.21 | 200,000 | 200,000 | 199,999 | 199,955 | 293,664 | 299,542 | 95.73% | 95.73% |
12/12/2014 | 1.01% | 1.81 | 1.83 | 200,000 | 200,000 | 200,000 | 200,000 | 381,393 | 385,264 | 99.92% | 99.92% |
11/12/2014 | 0.48% | 2.23 | 2.24 | 200,000 | 200,000 | 199,984 | 199,989 | 416,064 | 418,074 | 99.68% | 99.68% |
10/12/2014 | 0.98% | 2.03 | 2.05 | 200,000 | 200,000 | 200,000 | 200,000 | 405,827 | 409,827 | 74.78% | 74.78% |
09/12/2014 | 0.72% | 2.12 | 2.14 | 200,000 | 200,000 | 200,000 | 200,000 | 462,669 | 466,017 | 82.88% | 82.88% |